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Learning Solution of Stochastic Partial Differential Equations
Qi Ye
Department of Applied Mathematics
Illinois Institute of Technology
The talk will be firstly introduced J. Warner and S. Koutsourelakis's recent paper of Learning Solution to Multiscale Elliptic Problems with Gaussian Process Models. The basic ideas of prediction using function observations derivation observations for Gaussian process regression will be discussed in the talk. Next we will present the methods of Gaussian process regression for multiscale elliptic PDEs. In addition, we will introduce some new ideas of our recent report of Learning Solution of Stochastic Partial Differential Equations. We wish to apply the meshfree methods and the kernel methods into the numerical approach of SPDEs.
16 September, 2009 E1 106 12:50 pm
